V-Lab
Chesapeake Energy Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:25.61% (-1.11%)
Analysis last updated: Friday, May 3, 2024 at 09:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 10.92 | |
| 0.1441 | 40.35 | |
| 0.9951 | 1867.04 | |
| -0.0338 | -7.87 |
Estimation Period:
Feb 16, 1993 to May 3, 2024
Feb 16, 1993 to May 3, 2024
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